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Finding the structural state variables in dynare
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Finding the structural state variables in dynare
by bigbigben » Thu Jul 24, 2008 2:39 pm
The transition matrix ghx in the output is the transition matrix of all the endogenous variables, Z(t) on the "structural state variables", S(t), specified by Dynare. Is there someway we can index the state variables thus we can back out the transition matrix from Z(t-1) to Z(t) ?
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